MBDFX vs. CHTTX
MBDFX (AMG GW&K Core Bond ESG Fund) and CHTTX (AMG River Road Mid Cap Value Fund) are both mutual funds - MBDFX is a Intermediate Core Bond fund managed by AMG, while CHTTX is a Mid Cap Value Equities fund managed by AMG. Over the past 10 years, MBDFX returned 0.97%/yr vs 8.56%/yr for CHTTX. Their -0.09 correlation means they have often moved in opposite directions in the past. MBDFX charges 0.56%/yr vs 1.10%/yr for CHTTX.
Performance
MBDFX vs. CHTTX - Performance Comparison
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Returns By Period
In the year-to-date period, MBDFX achieves a -1.50% return, which is significantly lower than CHTTX's 4.89% return. Over the past 10 years, MBDFX has underperformed CHTTX with an annualized return of 0.97%, while CHTTX has yielded a comparatively higher 8.56% annualized return.
MBDFX
- 1D
- -0.34%
- 1M
- -1.34%
- 6M
- -1.59%
- YTD
- -1.50%
- 1Y
- 0.93%
- 3Y*
- 3.59%
- 5Y*
- -1.10%
- 10Y*
- 0.97%
- ALL TIME*
- 2.19%
CHTTX
- 1D
- -0.43%
- 1M
- 0.00%
- 6M
- 2.26%
- YTD
- 4.89%
- 1Y
- -1.14%
- 3Y*
- 7.48%
- 5Y*
- 7.49%
- 10Y*
- 8.56%
- ALL TIME*
- 10.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MBDFX vs. CHTTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MBDFX AMG GW&K Core Bond ESG Fund | -1.50% | 7.29% | 1.24% | 5.73% | -13.85% | -3.34% | 7.33% | 9.70% | -1.11% | 3.88% |
CHTTX AMG River Road Mid Cap Value Fund | 4.89% | -1.64% | 13.52% | 22.65% | -8.48% | 27.04% | 3.83% | 23.39% | -18.57% | 11.51% |
Correlation
The correlation between MBDFX and CHTTX is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 1994 | -0.09 |
The correlation between MBDFX and CHTTX shifts across timeframes, from -0.09 (all time) to 0.39 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MBDFX vs. CHTTX — Risk / Return Rank
MBDFX
CHTTX
MBDFX vs. CHTTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG GW&K Core Bond ESG Fund (MBDFX) and AMG River Road Mid Cap Value Fund (CHTTX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MBDFX | CHTTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.00 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | -0.12 | +0.65 |
| Martin ratioReturn relative to average drawdown | 1.20 | -0.21 | +1.41 |
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Drawdowns
MBDFX vs. CHTTX - Drawdown Comparison
The maximum MBDFX drawdown since its inception was -20.66%, smaller than the maximum CHTTX drawdown of -58.30%. Use the drawdown chart below to compare losses from any high point for MBDFX and CHTTX.
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Drawdown Indicators
| MBDFX | CHTTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.66% | -58.30% | +37.64% |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | -17.80% | +14.54% |
Max Drawdown (3Y)Largest decline over 3 years | -5.74% | -17.80% | +12.06% |
Max Drawdown (5Y)Largest decline over 5 years | -20.41% | -20.38% | -0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -20.66% | -42.58% | +21.92% |
Current DrawdownCurrent decline from peak | -5.89% | -9.64% | +3.75% |
Average DrawdownAverage peak-to-trough decline | -3.97% | -7.82% | +3.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | 10.38% | -8.94% |
Volatility
MBDFX vs. CHTTX - Volatility Comparison
The current volatility for AMG GW&K Core Bond ESG Fund (MBDFX) is 1.13%, while AMG River Road Mid Cap Value Fund (CHTTX) has a volatility of 4.72%. This indicates that MBDFX experiences smaller price fluctuations and is considered to be less risky than CHTTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MBDFX | CHTTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 4.72% | -3.59% |
Volatility (6M)Calculated over the trailing 6-month period | 3.03% | 9.82% | -6.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.86% | 19.03% | -15.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.17% | 18.57% | -12.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.06% | 20.31% | -15.25% |
MBDFX vs. CHTTX - Expense Ratio Comparison
MBDFX has a 0.56% expense ratio, which is lower than CHTTX's 1.10% expense ratio.
Dividends
MBDFX vs. CHTTX - Dividend Comparison
MBDFX's dividend yield for the trailing twelve months is around 3.25%, while CHTTX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHTTX AMG River Road Mid Cap Value Fund | 0.00% | 0.00% | 14.37% | 0.40% | 9.34% | 105.09% | 5.66% | 13.63% | 8.79% | 6.59% | 4.51% | 5.97% |
MBDFX AMG GW&K Core Bond ESG Fund | 3.25% | 3.66% | 3.50% | 2.92% | 2.16% | 2.35% | 1.84% | 2.40% | 2.30% | 2.10% | 2.06% | 4.17% |
Frequently Asked Questions
MBDFX and CHTTX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHTTX has higher volatility (4.72%) compared to MBDFX (1.13%). In terms of maximum drawdown, MBDFX dropped -20.66% vs CHTTX's -58.30%.
MBDFX currently has the higher Sharpe Ratio (0.45 vs -0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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